+61.0%
AA vs LYV
+6.6%
+54.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.7% |
| 7D | -0.7% | -4.5% | +3.8% | +0.2% |
| 30D | +5.0% | -5.5% | +10.4% | +6.1% |
| 3M | -35.8% | +7.8% | -43.6% | -37.3% |
| 6M | -18.4% | +9.4% | -27.8% | -20.9% |
| YTD | -5.5% | +21.8% | -27.2% | -10.1% |
| 1Y | +61.0% | +6.5% | +54.5% | +50.4% |
| All | +61.0% | +6.6% | +54.3% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LYV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling